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Items where Division is "Financial Markets Group" and Year is 1990

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Number of items: 4.

Article

Foldes, Lucien (1990) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29 (1). pp. 133-170. ISSN 1744-2508

de Meza, David and Webb, David C. (1990) Risk, asymmetric information and capital market failure. The Economic Journal, 100 (399). pp. 206-214. ISSN 0013-0133

Book Section

Foldes, Lucien (1990) Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In: Davis, M. H. A. and Elliot, R. J., (eds.) Applied Stochastic Analysis. Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387. ISBN 9782881247163

Monograph

Foldes, Lucien (1990) Optimal sure portfolio plans. Financial Markets Group Discussion Papers (106). Financial Markets Group, The London School of Economics and Political Science, London, UK.

This list was generated on Mon Dec 5 18:24:24 2022 GMT.